Quantitative Researcher / Developer – Equities | Hedge Fund

About the role

Research quantitative signals and models for equity and long/short strategies, and build Python-based research, modeling, and backtesting frameworks using market, fundamental, and alternative data. Work directly with the Portfolio Manager to develop tools for stock selection, portfolio construction, factor analysis, and risk, translating research into actionable investment insights. A PhD in a quantitative discipline such as mathematics, statistics, physics, computer science, or engineering is required, along with strong Python programming and quantitative research skills. Candidates should have deep knowledge of statistics, probability, optimization, or machine learning, experience with analytical models and complex datasets, and an interest in applying quantitative methods to investment decisions; financial markets experience is advantageous.